Jiri Svec

The University of Sydney - Discipline of Finance

Lecturer

P.O. Box H58

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

721

CITATIONS

0

Scholarly Papers (9)

1.

Capital Structure Arbitrage: An Analysis of the Australian CDS Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 44 Posted: 15 Dec 2010 Last Revised: 13 Feb 2011
Jiri Svec and Nick Reeves
The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 311 (94,864)

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Capital Structure Arbitrage, Credit Default Swaps, Model Evaluation

2.

The Impact of Tick Sizes on Trader Behavior: Evidence from Cryptocurrency Exchanges

Number of pages: 36 Posted: 25 Jun 2018
The University of Sydney - Discipline of Finance, University of Sydney Business School and The University of Sydney - Discipline of Finance
Downloads 181 (162,690)

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market microstructure, tick size, trading behavior, bitcoin, cryptocurrency

3.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 92 (273,858)

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Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

4.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 84 (289,907)

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Sovereign credit risk, credit default swap, structural model

5.

Market-Based Structural Determinants of Australian CDS Spreads

Number of pages: 43 Posted: 06 Oct 2011
Andrew B. Ainsworth and Jiri Svec
University of Sydney - Finance Discipline and The University of Sydney - Discipline of Finance
Downloads 53 (370,097)

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credit default swaps, structural models, asset value uncertainty, financial crisis

6.

Australian Bond Excess Returns: An Asset Allocation Perspective

Australian Economic Papers, Vol. 56, Issue 2, pp. 163-173, 2017
Number of pages: 11 Posted: 07 Jun 2017
Rui Chen, Meng Wang and Jiri Svec
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and The University of Sydney - Discipline of Finance
Downloads 0 (650,385)
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Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1361-1384, 2016
Number of pages: 24 Posted: 10 Nov 2016
Independent, University of Sydney Business School, University of Sydney - School of Business - Finance Discipline and The University of Sydney - Discipline of Finance
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conflicts of interest, dividend reinvestment plans, DRIP, underpricing, underwriter, rights issues, SEO

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Forthcoming: Journal Of Business Finance and Accounting, Issue 43 9-10
Posted: 11 Oct 2016
University of Sydney Business School, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

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Conflicts of interest, Dividend reinvestment plans, DRIP, Underpricing, Underwriter, Rights issues, SEO

8.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
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9.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (650,385)
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Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction